Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49330.64 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45269.1 Kr¶

PnL: ---------------------------------------> 213.1 Kr¶

DD now: ---------------------------------> -7.134 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 11:25:01.521794'

Anic Portfolio¶

Today¶

Return: -0.78 %¶

This Week¶

Return: 0.056 %¶

Total portfolio value¶

Return including deposits: 61.496 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.260000 1663.380000 194.380000 13.230000 1468.999998
Orrön Energy 180 -0.290000 2196.000000 153.000000 7.490000 2043.000000
Atrium Ljungberg B 5 -0.450000 990.500000 55.500000 5.940000 935.000000
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Sagax B 4 -0.580000 892.000000 38.000000 4.450000 854.000000
Catena 2 -1.380000 827.200000 35.200000 4.440000 792.000000
Hoist Finance 35 -0.170000 1015.000000 35.000000 3.570000 980.000000
Sedana Medical 93 -3.980000 2555.640000 34.640000 1.370000 2521.000011
JM 6 -0.470000 898.200000 34.200000 3.960000 864.000000
Hexatronic Group 12 -0.070000 1001.040000 34.040000 3.520000 966.999996
Sagax A 4 -0.890000 888.000000 34.000000 3.980000 854.000000
OX2 13 2.110000 975.000000 25.000000 2.630000 949.999999
Bilia A 8 0.700000 922.400000 22.400000 2.490000 900.000000
HEXPOL B 9 0.960000 1037.700000 16.700000 1.640000 1020.999996
Biotage 7 -0.150000 956.200000 15.200000 1.620000 940.999997
BioGaia B 8 -0.670000 944.000000 14.000000 1.510000 930.000000
Gränges 9 -0.480000 937.800000 9.800000 1.060000 927.999999
Byggmax Group 33 -1.290000 960.960000 4.960000 0.520000 956.000001
AcadeMedia 8 -0.890000 402.800000 0.800000 0.200000 402.000000
ASSA ABLOY B 3 -0.620000 774.900000 -4.100000 -0.530000 779.000001
Clas Ohlson B 12 -1.710000 967.200000 -5.800000 -0.600000 972.999996
EQT 4 -1.290000 825.600000 -6.400000 -0.770000 832.000000
VEF 909 -3.620000 1839.820000 -10.180000 -0.550000 1850.000436
Nordic Waterproofing Holding 7 -0.440000 949.200000 -17.800000 -1.840000 966.999999
Alimak Group 11 -1.200000 907.500000 -20.500000 -2.210000 927.999996
SKF B 5 -0.050000 917.750000 -22.250000 -2.370000 940.000000
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Addnode Group B 11 -0.790000 894.850000 -26.150000 -2.840000 921.000003
Indutrade 5 -0.380000 1185.500000 -32.500000 -2.670000 1218.000000
Vitec Software Group B 2 -1.610000 1042.000000 -45.000000 -4.140000 1087.000000
Latour B 4 -0.690000 810.400000 -46.600000 -5.440000 857.000000
INVISIO 16 0.660000 3640.000000 -49.000000 -1.330000 3689.000000
Bufab 3 -0.630000 1044.000000 -65.000000 -5.860000 1109.000001
BHG Group 97 -1.830000 1356.060000 -102.940000 -7.060000 1458.999989
Hexagon B 26 -2.310000 3354.000000 -107.000000 -3.090000 3461.000010
TOTAL 45269.100000 213.100000 -7.1342% 45056.000411

Updated:¶

'2023-07-05 11:25:18.706886'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶